Option pricing in fractional Brownian markets / Stefan Rostek. (Lecture notes in economics and mathematical systems ; 622)

Option pricing in fractional Brownian markets / Stefan Rostek.

(Lecture notes in economics and mathematical systems ; 622)

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Material Type: 図書
ISBN: 9783642003301
3642003303
ISSN (series): 0075-8442
Title: Option pricing in fractional Brownian markets / Stefan Rostek.
Series Title: Lecture notes in economics and mathematical systems ; 622
Author Heading: Rostek, Stefan.
Publication, Distribution, etc.: Berlin : Springer
Publication Date: c2009.
Publication Date (W3CDTF): 2009
Extent: xiv, 137 p. : ill. ; 24 cm.
Place of Publication (Country Code): DE
Text Language Code: eng
Subject Heading: Brownian motion processes.
Options (Finance) -- Prices -- Mathematical models.
LCC: QA274.75
NDLC: MA211
Note (Bibliography): Includes bibliographical references (p. 135-137) .
Holding library: 国立国会図書館
Call No.: MA211-B83
Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 000010644290
http://id.ndl.go.jp/bib/000010644290
OCLC No.: 310400952
https://www.worldcat.org/oclc/310400952
Cataloging Rule: Anglo-American Cataloging Rules
Bibliographic Record Category (NDL): 211